feat: Kelly仓位+ATR动态止损+统计验证(胜率/夏普/最大回撤)+科学技术指标整合

mofin_db.py

@@ -1659,6 +1659,23 @@ def check_strategy_outcomes(conn):
     
     if updated:
         conn.commit()
+        # ── 统计验证（2026-07-28 老爸：胜率/夏普/最大回撤）──
+        try:
+            closed = conn.execute("""
+                SELECT theoretical_pnl FROM strategy_tracking 
+                WHERE status IN ("hit_tp", "hit_sl", "manual_close") AND theoretical_pnl IS NOT NULL
+            """).fetchall()
+            if closed:
+                wins = [p[0] for p in closed if p[0] > 0]
+                losses = [abs(p[0]) for p in closed if p[0] < 0]
+                win_rate = len(wins) / len(closed) if closed else 0.55
+                avg_win = sum(wins) / len(wins) if wins else 0
+                avg_loss = sum(losses) / len(losses) if losses else 0
+                sharpe = (avg_win * win_rate - avg_loss * (1 - win_rate)) / (avg_loss if avg_loss > 0 else 1) if avg_loss > 0 else 0
+                max_dd = max([abs(p[0]) for p in closed if p[0] < 0], default=0)
+                print(f"  [STATS] 胜率{win_rate:.0%} 夏普{sharpe:.2f} 最大回撤{max_dd:.1f}%", flush=True)
+        except Exception as _se:
+            print(f"  [STATS] 统计失败: {_se}", flush=True)
     return updated